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DRIKX vs. DGEIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DRIKX vs. DGEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional 2055 Target Date Retirement Income Fund (DRIKX) and DFA Global Equity Portfolio Institutional Class (DGEIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DRIKX achieves a 11.47% return, which is significantly lower than DGEIX's 12.60% return. Both investments have delivered pretty close results over the past 10 years, with DRIKX having a 12.92% annualized return and DGEIX not far behind at 12.90%.


DRIKX

1D
-0.16%
1M
1.07%
YTD
11.47%
6M
10.69%
1Y
26.05%
3Y*
19.63%
5Y*
11.49%
10Y*
12.92%

DGEIX

1D
0.02%
1M
1.57%
YTD
12.60%
6M
11.70%
1Y
28.36%
3Y*
20.09%
5Y*
10.93%
10Y*
12.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DRIKX vs. DGEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DRIKX
Dimensional 2055 Target Date Retirement Income Fund
11.47%19.29%17.19%21.26%-15.32%21.28%14.20%25.63%-9.16%21.59%
DGEIX
DFA Global Equity Portfolio Institutional Class
12.60%19.86%15.71%20.35%-14.72%20.31%13.51%26.68%-11.48%21.36%

Correlation

The correlation between DRIKX and DGEIX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2016

0.97

The correlation between DRIKX and DGEIX has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

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Return for Risk

DRIKX vs. DGEIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DRIKX
DRIKX Risk / Return Rank: 7979
Overall Rank
DRIKX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DRIKX Sortino Ratio Rank: 7777
Sortino Ratio Rank
DRIKX Omega Ratio Rank: 7474
Omega Ratio Rank
DRIKX Calmar Ratio Rank: 7878
Calmar Ratio Rank
DRIKX Martin Ratio Rank: 8383
Martin Ratio Rank

DGEIX
DGEIX Risk / Return Rank: 7878
Overall Rank
DGEIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DGEIX Sortino Ratio Rank: 7575
Sortino Ratio Rank
DGEIX Omega Ratio Rank: 7373
Omega Ratio Rank
DGEIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
DGEIX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DRIKX vs. DGEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional 2055 Target Date Retirement Income Fund (DRIKX) and DFA Global Equity Portfolio Institutional Class (DGEIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DRIKXDGEIXDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.44

1.44

0.00

Calmar ratioReturn relative to maximum drawdown

3.37

3.33

+0.04

Martin ratioReturn relative to average drawdown

14.48

14.39

+0.09

DRIKX vs. DGEIX - Sharpe Ratio Comparison

The current DRIKX Sharpe Ratio is 2.44, which is comparable to the DGEIX Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of DRIKX and DGEIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DRIKX vs. DGEIX - Drawdown Comparison

The maximum DRIKX drawdown since its inception was -33.48%, smaller than the maximum DGEIX drawdown of -59.77%. Use the drawdown chart below to compare losses from any high point for DRIKX and DGEIX.


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Drawdown Indicators


DRIKXDGEIXDifference

Max Drawdown

Largest peak-to-trough decline

-33.48%

-59.77%

+26.29%

Max Drawdown (1Y)

Largest decline over 1 year

-8.59%

-8.85%

+0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-16.02%

-16.97%

+0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-23.49%

-25.20%

+1.71%

Max Drawdown (10Y)

Largest decline over 10 years

-33.48%

-37.00%

+3.52%

Current Drawdown

Current decline from peak

-0.82%

-0.54%

-0.28%

Average Drawdown

Average peak-to-trough decline

-4.23%

-7.98%

+3.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

2.05%

-0.11%

Volatility

DRIKX vs. DGEIX - Volatility Comparison

Dimensional 2055 Target Date Retirement Income Fund (DRIKX) and DFA Global Equity Portfolio Institutional Class (DGEIX) have volatilities of 4.47% and 4.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DRIKXDGEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

4.46%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

9.84%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

11.88%

12.32%

-0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.92%

15.73%

-0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.78%

16.90%

-1.12%

DRIKX vs. DGEIX - Expense Ratio Comparison

DRIKX has a 0.22% expense ratio, which is lower than DGEIX's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

DRIKX vs. DGEIX - Dividend Comparison

DRIKX's dividend yield for the trailing twelve months is around 1.33%, less than DGEIX's 2.70% yield.


PositionTTM20252024202320222021202020192018201720162015
DGEIX
DFA Global Equity Portfolio Institutional Class
2.70%2.79%3.64%3.82%4.92%1.94%2.37%2.22%2.62%1.50%1.90%1.98%
DRIKX
Dimensional 2055 Target Date Retirement Income Fund
1.33%1.24%2.44%3.19%3.92%2.37%2.41%2.12%2.27%1.18%1.39%0.00%

Frequently Asked Questions


With a correlation of 0.92, DRIKX and DGEIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

DRIKX has higher volatility (4.47%) compared to DGEIX (4.46%). In terms of maximum drawdown, DRIKX dropped -33.48% vs DGEIX's -59.77%.

DRIKX currently has the higher Sharpe Ratio (2.44 vs 2.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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